Need instructions for using

well you didnt post a brand and model so I'm just posting a link to a random player. Basically all the players are the same,
1.) connect to computer
2.) save the songs to them (similar to using a flash drive)
3.) play the music.

here this will teach you everything you need to know to use any digital media player
http://mp3players.lifetips.com/cat/65151/using-an-mp3-player/